P. Das

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20232026

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math.PR2026

Banach spaces of continuous paths with finite $p$ -th variation

Purba Das, Donghan Kim, Fang Rui Lim

We study pathwise $p$ -th variation of continuous paths on a compact interval along a fixed partition sequence. Although the class of continuous paths with finite $p$ -th variation i…

math.PR2024

On isomorphism of the space of continuous functions with finite $p$ -th variation along a partition sequence

Purba Das, Donghan Kim

We study the concept of (generalized) $p$ -th variation of a real-valued continuous function along a general class of refining sequence of partitions. We show that the finiteness of…

math.PR2023

Level crossings of fractional Brownian motion

Purba Das, Rafał Łochowski, Toyomu Matsuda +1

Since the classical work of Lévy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this…

Banach spaces of continuous paths with finite p-th variation

On isomorphism of the space of continuous functions with finite p-th variation along a partition sequence

Level crossings of fractional Brownian motion

Banach spaces of continuous paths with finite $p$ -th variation

On isomorphism of the space of continuous functions with finite $p$ -th variation along a partition sequence